Faculty Spotlight

SHANAZ PARSAEIAN                                 

One of the rising stars of the KU Economics Department faculty, Dr. Shahnaz Parsaeian, came to Lawrence in 2020 after receiving her Ph.D. in Economics from the University of California, Riverside.  A specialist in econometrics, she is already widely published in a number of top-tier field journals, including Journal of Applied Econometrics; Oxford Bulletin of Economics and Statistics; and Advances in Econometrics.  One important new paper, “Structural Breaks in Seemingly Unrelated Regression Models," is forthcoming in Macroeconomic Dynamics.  In this paper she introduces a method to improve the estimation and forecasting performance of panel data with a long-time horizon but fixed individual units.

Moreover, several of her recent working papers on latent group structures in panel data models propose a method to group individual units into different categories so that the individuals within each group share the same characteristics while different across the categories. This fascinating method has multiple applications, including, for example, categorizing stock returns of different firms (microeconomics); and categorizing countries based on production and consumption levels (macroeconomics).

She has made recent presentations at major national and international conferences and other venues, including the Society for Economic Measurement; Midwest Econometrics Group; International Association for Applied Econometrics; Econometric Society conferences; Southern Economic Association; and the Federal Reserve Bank of St. Louis.

Dr. Parsaeian serves as a Co-Principal investigator of a National Science Foundation award on panel data that suffers from certain measurement errors, and also is an active member of George Washington University’s prestigious H.O. Stekler Research Program on Forecasting.

In addition to her research and teaching during the 2023-24 academic year, she is Chair of the Economics Department Seminars and Guest Speaker series, where top economists from around the world share their research and ideas with KU faculty and students for additional input and collaboration. 

In addition to her research and teaching during the 2023-24 academic year, she is Chair of the Economics Department Seminars and Guest Speaker series, where top economists from around the world share their research and ideas with KU faculty and students for additional input and collaboration.